L1 regularized regression (Lasso) solver using the Cyclic Coordinate Descent algorithm aka Lasso Shooting is fast. This implementation can choose which coefficients to penalize. It support coefficient-specific penalities and it can take X'X and X'y instead of X and y.
|Author||Tobias Abenius <[email protected]>|
|Date of publication||2012-05-02 10:30:05|
|Maintainer||Tobias Abenius <[email protected]>|
|Package repository||View on CRAN|
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